| const size_t brown_N = 20; |
| const size_t brown_P = 4; |
| |
| double brown_X[20][4] = { |
| {24.3485677, 4.71448798, -2.19486633, 2.69405755}, |
| {22.4116222, 3.93075538, -1.42344852, 2.5233557}, |
| {17.88886, 2.9290853, .125174936, -3.96823353}, |
| {17.3237176, 2.99606803, 2.03285653, 2.28992327}, |
| {17.0906508, 3.02485425, .296995153, .0876226126}, |
| {16.578006, 3.1036312, -.18617941, .103262914}, |
| {15.692993, 3.33088442, .0706406887, 1.05923955}, |
| {14.3232177, 3.85604218, -2.3762839, -3.09486813}, |
| {14.1279266, 3.97896121, .446109351, 1.40023753}, |
| {13.6081961, 4.16435075, -1.51250057, -1.52510626}, |
| {13.4295245, 4.22697223, -.196985195, .532009293}, |
| {13.0176117, 4.3579261, -.353131208, .301377627}, |
| {12.2713535, 4.62398535, -.00183585584, .894170703}, |
| {11.0316144, 5.13967727, -2.38978772, -2.89510064}, |
| {10.8807981, 5.24558004, .230495952, 1.27315117}, |
| {10.4029264, 5.41141257, -1.5116632, -1.47615921}, |
| {10.2574435, 5.46211045, -.299855732, .451893162}, |
| {9.87863876, 5.57914292, -.368885288, .358086545}, |
| {9.1894983, 5.82082741, -.230157969, .621476534}, |
| {8.00589008, 6.27788753, -1.46022815, -1.33468082} |
| }; |
| |
| double brown_F[20] = { |
| 2474.05541, |
| 1924.69004, |
| 1280.63194, |
| 1244.81867, |
| 1190.53739, |
| 1159.34935, |
| 1108.44426, |
| 1090.11073, |
| 1015.92942, |
| 1002.43533, |
| 971.221084, |
| 949.589435, |
| 911.359899, |
| 906.522994, |
| 840.525729, |
| 833.950164, |
| 807.557511, |
| 791.00924, |
| 761.09598, |
| 726.787783, |
| }; |
| |
| double brown_cov[4][4] = { |
| { 1.8893186910e-01, -4.7099989571e-02, 5.2154168404e-01, 1.6608168209e-02}, |
| {-4.7099989571e-02, 1.1761534388e-02, -1.2987843074e-01, -4.1615942391e-03}, |
| { 5.2154168404e-01, -1.2987843074e-01, 1.4653936514e+00, 1.5738321686e-02}, |
| { 1.6608168209e-02, -4.1615942391e-03, 1.5738321686e-02, 4.2348042340e-02}, |
| }; |
| |
| double brown_x0[4] = { 25, 5, -5, -1 }; |
| |
| int |
| brown_f (const gsl_vector * x, void *params, gsl_vector * f) |
| { |
| double x0 = gsl_vector_get (x, 0); |
| double x1 = gsl_vector_get (x, 1); |
| double x2 = gsl_vector_get (x, 2); |
| double x3 = gsl_vector_get (x, 3); |
| size_t i; |
| |
| for (i = 0; i < 20; i++) |
| { |
| double ti = 0.2 * (i + 1); |
| double ui = x0 + x1 * ti - exp (ti); |
| double vi = x2 + x3 * sin (ti) - cos (ti); |
| |
| gsl_vector_set (f, i, ui * ui + vi * vi); |
| } |
| |
| return GSL_SUCCESS; |
| } |
| |
| int |
| brown_df (const gsl_vector * x, void *params, gsl_matrix * df) |
| { |
| double x0 = gsl_vector_get (x, 0); |
| double x1 = gsl_vector_get (x, 1); |
| double x2 = gsl_vector_get (x, 2); |
| double x3 = gsl_vector_get (x, 3); |
| size_t i; |
| |
| for (i = 0; i < 20; i++) |
| { |
| double ti = 0.2 * (i + 1); |
| double ui = x0 + x1 * ti - exp (ti); |
| double vi = x2 + x3 * sin (ti) - cos (ti); |
| |
| gsl_matrix_set (df, i, 0, 2 * ui); |
| gsl_matrix_set (df, i, 1, 2 * ui * ti); |
| gsl_matrix_set (df, i, 2, 2 * vi); |
| gsl_matrix_set (df, i, 3, 2 * vi * sin (ti)); |
| |
| } |
| return GSL_SUCCESS; |
| } |
| |
| int |
| brown_fdf (const gsl_vector * x, void *params, |
| gsl_vector * f, gsl_matrix * df) |
| { |
| brown_f (x, params, f); |
| brown_df (x, params, df); |
| |
| return GSL_SUCCESS; |
| } |
| |